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dofile('rosenbrock.lua')
require 'liblbfgs'
neval = 0
maxIterations = 100
maxLineSearch = 40
linesearch = 2
sparsity = 0
verbose = 2
nparam = 8
local parameters = torch.Tensor(nparam):fill(0.1)
output, gradParameters = rosenbrock(parameters)
function printstats ()
print('nEval: '..neval)
print('+ fx: '..output)
local xstring = ""
for i = 1,parameters:size(1) do
xstring = string.format("%s, %2.2f", xstring, parameters[i])
end
print('+ x: ['..xstring..']')
local dxstring = ""
for i = 1,gradParameters:size(1) do
dxstring = string.format("%s, %2.2f", dxstring, gradParameters[i])
end
print('+ dx: ['..dxstring..']')
end
print('Starting:')
printstats()
lbfgs.evaluate
= function()
output, gradParameters = rosenbrock(parameters)
neval = neval + 1
printstats()
return output
end
-- init LBFGS state
lbfgs.init(parameters, gradParameters,
maxEvaluation, maxIterations, maxLineSearch,
sparsity, linesearch, verbose)
output = lbfgs.run()
printstats()
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